+136.8%
XLP vs DVA
+206.9%
-70.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -0.5% | -4.8% | +4.2% | +0.1% |
| 30D | +8.3% | +0.9% | +7.4% | +8.1% |
| 3M | +8.7% | +2.9% | +5.8% | +8.0% |
| 6M | +11.2% | -7.8% | +18.9% | +11.8% |
| YTD | +20.0% | +61.5% | -41.5% | +9.9% |
| 1Y | +21.3% | +50.1% | -28.7% | +12.4% |
| 3Y | +43.8% | +121.1% | -77.3% | +23.4% |
| 5Y | +43.3% | +72.9% | -29.6% | +24.8% |
| 10Y | +136.8% | +208.2% | -71.5% | +84.4% |
| All | +136.8% | +206.9% | -70.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling